Turn on your Pi and you should start to see some output - a flash of colour and then lots of text.

You'll then be presented with the initial start up screen. To save you having to come back to it again, I've collated everything you need to do: (make sure you are patient with it as it can sometimes take some time to switch between options)

Expand the filesystem - this makes sure the OS uses the whole of the SD card

Enable boot to desktop/scratch - under this option I make sure boot to command line is ticked as I don't need the GUI

Internationalization options - Make sure the Pi is set to your timezone & locale (especially handy when utilising the current date/time)

Advanced Options

Hostname - Here you can change the "name" of your Pi (handy for network identifying)

I2C - Enable this to give you access to it at a later date

Once you exit, it will ask if you wish to reboot - make sure you do to ensure all of the options are set.

You should then be faced with a login, by default the credentials are:

You'll need internet access for this bit, so if you don't have a network port (for example if you're using the A+) then skip down to the "Configure WiFi section" to set up network access.

The Pi needs a few modules to be installed before hacking and accessing the GPIO can take place. Below is just a list (followed by a command to install them all), I'm not going to worry about explaining what each one does, as the internet can tell you that!